Volatility Analysis
230.90 4.96(2.20%)01/21/2025
Amazon.com, Inc. (AMZN)
For the given dates, AMZN current volatility is at 27.31%.
The 1-Month historical standard deviation is at 10.01.
Amazon.com, Inc. (AMZN)
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Historical Standard Deviation
Period | Value |
1 Week | 2.59 |
20 Days | 12.62 |
1 Month | 10.01 |
3 Months | 11.30 |
100 Days | 12.15 |
6 Months | 12.46 |
9 Months | 10.85 |
Year-to-date | 13.88 |
1 Year | 15.19 |
3 Years | 33.08 |
5 Years | 31.14 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2025 | 7.54 | 7.54 | 7.54 | 7.54 | |||||||||||
2024 | -27.93 | 98.78 | -61.18 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -24.17 | -61.18 | 132.51 | 15.21 | ||
Summary | |||||||||||||||
Avg Returns (%) | 7.54 | nan | -27.93 | 98.78 | -61.18 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -24.17 | -61.18 | 132.51 | nan |
Max Pos Return (%) | 7.54 | 0.00 | -27.93 | 98.78 | -61.18 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -24.17 | 0.00 | 132.51 | 13.31 |
Max Neg Return (%) | 7.54 | 0.00 | -27.93 | 98.78 | -61.18 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -24.17 | 0.00 | 132.51 | 13.31 |
Pos Occurences (%) | 100 | nan | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | nan | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | nan |